NYMEX Light Sweet Crude Oil Future August 2013
| Trading Metrics calculated at close of trading on 18-Apr-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Apr-2013 |
18-Apr-2013 |
Change |
Change % |
Previous Week |
| Open |
89.66 |
86.75 |
-2.91 |
-3.2% |
93.43 |
| High |
89.66 |
89.05 |
-0.61 |
-0.7% |
95.43 |
| Low |
86.70 |
86.29 |
-0.41 |
-0.5% |
91.07 |
| Close |
87.28 |
88.25 |
0.97 |
1.1% |
92.01 |
| Range |
2.96 |
2.76 |
-0.20 |
-6.8% |
4.36 |
| ATR |
1.92 |
1.98 |
0.06 |
3.1% |
0.00 |
| Volume |
30,622 |
24,820 |
-5,802 |
-18.9% |
111,224 |
|
| Daily Pivots for day following 18-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
96.14 |
94.96 |
89.77 |
|
| R3 |
93.38 |
92.20 |
89.01 |
|
| R2 |
90.62 |
90.62 |
88.76 |
|
| R1 |
89.44 |
89.44 |
88.50 |
90.03 |
| PP |
87.86 |
87.86 |
87.86 |
88.16 |
| S1 |
86.68 |
86.68 |
88.00 |
87.27 |
| S2 |
85.10 |
85.10 |
87.74 |
|
| S3 |
82.34 |
83.92 |
87.49 |
|
| S4 |
79.58 |
81.16 |
86.73 |
|
|
| Weekly Pivots for week ending 12-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
105.92 |
103.32 |
94.41 |
|
| R3 |
101.56 |
98.96 |
93.21 |
|
| R2 |
97.20 |
97.20 |
92.81 |
|
| R1 |
94.60 |
94.60 |
92.41 |
93.72 |
| PP |
92.84 |
92.84 |
92.84 |
92.40 |
| S1 |
90.24 |
90.24 |
91.61 |
89.36 |
| S2 |
88.48 |
88.48 |
91.21 |
|
| S3 |
84.12 |
85.88 |
90.81 |
|
| S4 |
79.76 |
81.52 |
89.61 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
94.16 |
86.29 |
7.87 |
8.9% |
3.02 |
3.4% |
25% |
False |
True |
30,674 |
| 10 |
95.43 |
86.29 |
9.14 |
10.4% |
2.20 |
2.5% |
21% |
False |
True |
28,650 |
| 20 |
97.94 |
86.29 |
11.65 |
13.2% |
1.89 |
2.1% |
17% |
False |
True |
24,257 |
| 40 |
97.94 |
86.29 |
11.65 |
13.2% |
1.59 |
1.8% |
17% |
False |
True |
19,690 |
| 60 |
99.98 |
86.29 |
13.69 |
15.5% |
1.48 |
1.7% |
14% |
False |
True |
18,582 |
| 80 |
99.98 |
86.29 |
13.69 |
15.5% |
1.33 |
1.5% |
14% |
False |
True |
15,510 |
| 100 |
99.98 |
86.29 |
13.69 |
15.5% |
1.20 |
1.4% |
14% |
False |
True |
13,082 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
100.78 |
|
2.618 |
96.28 |
|
1.618 |
93.52 |
|
1.000 |
91.81 |
|
0.618 |
90.76 |
|
HIGH |
89.05 |
|
0.618 |
88.00 |
|
0.500 |
87.67 |
|
0.382 |
87.34 |
|
LOW |
86.29 |
|
0.618 |
84.58 |
|
1.000 |
83.53 |
|
1.618 |
81.82 |
|
2.618 |
79.06 |
|
4.250 |
74.56 |
|
|
| Fisher Pivots for day following 18-Apr-2013 |
| Pivot |
1 day |
3 day |
| R1 |
88.06 |
88.16 |
| PP |
87.86 |
88.07 |
| S1 |
87.67 |
87.98 |
|